001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 018package org.apache.commons.math3.optim; 019 020import org.apache.commons.math3.util.FastMath; 021import org.apache.commons.math3.exception.NotStrictlyPositiveException; 022 023/** 024 * Simple implementation of the {@link ConvergenceChecker} interface using 025 * only objective function values. 026 * 027 * Convergence is considered to have been reached if either the relative 028 * difference between the objective function values is smaller than a 029 * threshold or if either the absolute difference between the objective 030 * function values is smaller than another threshold. 031 * <br/> 032 * The {@link #converged(int,PointValuePair,PointValuePair) converged} 033 * method will also return {@code true} if the number of iterations has been set 034 * (see {@link #SimpleValueChecker(double,double,int) this constructor}). 035 * 036 * @since 3.0 037 */ 038public class SimpleValueChecker 039 extends AbstractConvergenceChecker<PointValuePair> { 040 /** 041 * If {@link #maxIterationCount} is set to this value, the number of 042 * iterations will never cause 043 * {@link #converged(int,PointValuePair,PointValuePair)} 044 * to return {@code true}. 045 */ 046 private static final int ITERATION_CHECK_DISABLED = -1; 047 /** 048 * Number of iterations after which the 049 * {@link #converged(int,PointValuePair,PointValuePair)} method 050 * will return true (unless the check is disabled). 051 */ 052 private final int maxIterationCount; 053 054 /** Build an instance with specified thresholds. 055 * 056 * In order to perform only relative checks, the absolute tolerance 057 * must be set to a negative value. In order to perform only absolute 058 * checks, the relative tolerance must be set to a negative value. 059 * 060 * @param relativeThreshold relative tolerance threshold 061 * @param absoluteThreshold absolute tolerance threshold 062 */ 063 public SimpleValueChecker(final double relativeThreshold, 064 final double absoluteThreshold) { 065 super(relativeThreshold, absoluteThreshold); 066 maxIterationCount = ITERATION_CHECK_DISABLED; 067 } 068 069 /** 070 * Builds an instance with specified thresholds. 071 * 072 * In order to perform only relative checks, the absolute tolerance 073 * must be set to a negative value. In order to perform only absolute 074 * checks, the relative tolerance must be set to a negative value. 075 * 076 * @param relativeThreshold relative tolerance threshold 077 * @param absoluteThreshold absolute tolerance threshold 078 * @param maxIter Maximum iteration count. 079 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 080 * 081 * @since 3.1 082 */ 083 public SimpleValueChecker(final double relativeThreshold, 084 final double absoluteThreshold, 085 final int maxIter) { 086 super(relativeThreshold, absoluteThreshold); 087 088 if (maxIter <= 0) { 089 throw new NotStrictlyPositiveException(maxIter); 090 } 091 maxIterationCount = maxIter; 092 } 093 094 /** 095 * Check if the optimization algorithm has converged considering the 096 * last two points. 097 * This method may be called several time from the same algorithm 098 * iteration with different points. This can be detected by checking the 099 * iteration number at each call if needed. Each time this method is 100 * called, the previous and current point correspond to points with the 101 * same role at each iteration, so they can be compared. As an example, 102 * simplex-based algorithms call this method for all points of the simplex, 103 * not only for the best or worst ones. 104 * 105 * @param iteration Index of current iteration 106 * @param previous Best point in the previous iteration. 107 * @param current Best point in the current iteration. 108 * @return {@code true} if the algorithm has converged. 109 */ 110 @Override 111 public boolean converged(final int iteration, 112 final PointValuePair previous, 113 final PointValuePair current) { 114 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { 115 return true; 116 } 117 118 final double p = previous.getValue(); 119 final double c = current.getValue(); 120 final double difference = FastMath.abs(p - c); 121 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); 122 return difference <= size * getRelativeThreshold() || 123 difference <= getAbsoluteThreshold(); 124 } 125}